The Alicorn Princesses Celestia and Luna were the legendary rulers of Equestria during the Golden Age. (Mythology describes a variable number of alicorn princesses, leaving historians somewhat uncertain as to how many exactly there were in the Golden Age, but the historicity of Celestia and Luna is above serious question.)
Legend and what limited firm information is available to modern scholars agree that the Princesses went missing during the Catastrophe, possibly in a battle with a giant draconic deity from beyond Equus. Separating historical fact from myth and embellishment is not readily possible.